Bayesian estimation for Gini index and a poverty measure in case of pareto distribution using Jeffreys' prior

2015 ◽  
Vol 10 (1) ◽  
pp. 63-72 ◽  
Author(s):  
Kalpana K. Mahajan ◽  
Sangeeta Arora ◽  
Kamaljit Kaur
Keyword(s):  
Bayesian Estimation ◽  
Gini Index ◽  
Pareto Distribution ◽  
Jeffreys Prior ◽  
Poverty Measure

scholarly journals Bayesian Estimation of Inequality and Poverty Indices in Case of Pareto Distribution Using Different Priors under LINEX Loss Function

2015 ◽  
Vol 2015 ◽  
pp. 1-10 ◽  
Author(s):  
Kamaljit Kaur ◽  
Sangeeta Arora ◽  
Kalpana K. Mahajan
Keyword(s):  
Loss Function ◽  
Pareto Distribution ◽  
Loss Functions ◽  
Conjugate Prior ◽  
Jeffreys Prior ◽  
Linex Loss Function ◽  
Poverty Measure ◽  
Noninformative Priors ◽  
Simulation Techniques ◽  
Linex Loss

Bayesian estimators of Gini index and a Poverty measure are obtained in case of Pareto distribution under censored and complete setup. The said estimators are obtained using two noninformative priors, namely, uniform prior and Jeffreys’ prior, and one conjugate prior under the assumption of Linear Exponential (LINEX) loss function. Using simulation techniques, the relative efficiency of proposed estimators using different priors and loss functions is obtained. The performances of the proposed estimators have been compared on the basis of their simulated risks obtained under LINEX loss function.

scholarly journals A Bayesian model for binary Markov chains

2004 ◽  
Vol 2004 (8) ◽  
pp. 421-429 ◽  
Author(s):  
Souad Assoudou ◽  
Belkheir Essebbar
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chains ◽  
Bayesian Estimation ◽  
Bayesian Model ◽  
Transition Probabilities ◽  
Simulated Data ◽  
Bayesian Estimator ◽  
Jeffreys Prior ◽  
Data Set

This note is concerned with Bayesian estimation of the transition probabilities of a binary Markov chain observed from heterogeneous individuals. The model is founded on the Jeffreys' prior which allows for transition probabilities to be correlated. The Bayesian estimator is approximated by means of Monte Carlo Markov chain (MCMC) techniques. The performance of the Bayesian estimates is illustrated by analyzing a small simulated data set.

Bayesian Estimation of Transmuted Pareto Distribution for Complete and Censored Data

2020 ◽  
Vol 7 (4) ◽  
pp. 663-695
Author(s):  
Muhammad Aslam ◽  
Rahila Yousaf ◽  
Sajid Ali
Keyword(s):  
Bayesian Estimation ◽  
Censored Data ◽  
Pareto Distribution

scholarly journals Bayesian estimation of a bivariate copula using the Jeffreys prior

Bernoulli ◽  
2012 ◽  
Vol 18 (2) ◽  
pp. 496-519 ◽  
Author(s):  
Simon Guillotte ◽  
François Perron
Keyword(s):  
Bayesian Estimation ◽  
Jeffreys Prior ◽  
Bivariate Copula
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